#pragma once
#pragma warning(disable:4996)       // disable checked iterator errors http://msdn.microsoft.com/en-us/library/aa985965(VS.80).aspx 

//
// Copyright (C) 2011 - 2013 Steve Channell steve.channell@cepheis.com
//
// This file is part of Cephei.QL, an open-source library wrapper 
// arround QuantLib http://quantlib.org/
//
// Cephei.QL is open source software: you can redistribute it and/or modify it
// under the terms of the license.  You should have received a
// copy of the license along with this program; if not, please email
// <support@cepheis.com>. The license is also available online at
// <http://cepheis.com/license.htm>.
//
// This program is distributed in the hope that it will be useful, but WITHOUT
// ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
// FOR A PARTICULAR PURPOSE.  See the license for more details.
//
// Version 2.2 with QuantLib 1.2.1

#include <Macros.h>
#include <ValueHelpers.h>
#include <Settings.h>

#include <gen/QL/Legacy/Libormarketmodels/LmLinearExponentialVolatilityModel.h>
#pragma unmanaged 
#include <ql\legacy\libormarketmodels\lmextlinexpvolmodel.hpp>
#include <boost/smart_ptr/detail/spinlock.hpp>
#pragma managed 

using namespace System;
using namespace QuantLib;
using namespace Cephei;
using namespace Cephei::Core;
using namespace PLATFORM::Collections;

using namespace Cephei::QL::Math;
using namespace Cephei::QL::Models;
#undef HANDLE
#undef ABSTRACT
#undef STRUCT
namespace Cephei { namespace QL { namespace Legacy { namespace Libormarketmodels {
	//////////////////////////////////////////////////////////////////////////////////////////////
	// implementation of ILmExtLinearExponentialVolModel
	public ref class CLmExtLinearExponentialVolModel  : 
            public CLmLinearExponentialVolatilityModel,
            public Cephei::QL::Legacy::Libormarketmodels::ILmExtLinearExponentialVolModel
	{
	protected: 
		boost::shared_ptr<QuantLib::LmExtLinearExponentialVolModel>* _ppLmExtLinearExponentialVolModel;
#ifdef HANDLE
		QuantLib::Handle<QuantLib::LmExtLinearExponentialVolModel>* _phLmExtLinearExponentialVolModel;
#endif
		Object^ _LmExtLinearExponentialVolModelOwner;     // reference to object that manages the storage for this object
	internal:
		CLmExtLinearExponentialVolModel (Cephei::Core::IVector<Double>^ fixingTimes, Double a, Double b, Double c, Double d);
        CLmExtLinearExponentialVolModel (boost::shared_ptr<QuantLib::LmExtLinearExponentialVolModel>& childNative, Object^ owner);
        CLmExtLinearExponentialVolModel (QuantLib::LmExtLinearExponentialVolModel& childNative, Object^ owner);
        CLmExtLinearExponentialVolModel (CLmExtLinearExponentialVolModel^ copy);
        CLmExtLinearExponentialVolModel (PLATFORM::Type^ t);
#ifdef STRUCT
        CLmExtLinearExponentialVolModel (QuantLib::LmExtLinearExponentialVolModel childNative);
#endif       
#ifdef HANDLE
		CLmExtLinearExponentialVolModel (QuantLib::Handle<QuantLib::LmExtLinearExponentialVolModel>& childNative, Object^ owner);
		CLmExtLinearExponentialVolModel (QuantLib::Handle<QuantLib::LmExtLinearExponentialVolModel> childNative);
#endif
		virtual ~CLmExtLinearExponentialVolModel ();
		!CLmExtLinearExponentialVolModel ();

	internal:
		QuantLib::LmExtLinearExponentialVolModel& GetReference ();
		boost::shared_ptr<QuantLib::LmExtLinearExponentialVolModel>& GetShared ();
		QuantLib::LmExtLinearExponentialVolModel* GetPointer ();
        void SetLmExtLinearExponentialVolModel (boost::shared_ptr<QuantLib::LmExtLinearExponentialVolModel> native)
        {
            if (_ppLmExtLinearExponentialVolModel != NULL)
                delete _ppLmExtLinearExponentialVolModel;
            _ppLmExtLinearExponentialVolModel = new boost::shared_ptr<QuantLib::LmExtLinearExponentialVolModel> (native);
            SetLmLinearExponentialVolatilityModel (boost::dynamic_pointer_cast<QuantLib::LmLinearExponentialVolatilityModel> (*_ppLmExtLinearExponentialVolModel));
        }
#ifdef HANDLE
		QuantLib::Handle<QuantLib::LmExtLinearExponentialVolModel>& GetHandle ();
#endif
		virtual bool HasNative () override;
    public:
		virtual Double IntegratedVariance (UInt64 i, UInt64 j, Double u, Microsoft::FSharp::Core::FSharpOption<Cephei::QL::Math::IArray^>^ x) ;
		virtual Double Volatility (UInt64 i, Double t, Microsoft::FSharp::Core::FSharpOption<Cephei::QL::Math::IArray^>^ x) ;
    };
	//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
	// Factory class
//z	[FactoryFor(Core::Generic::ICoCell<Cephei::QL::Legacy::Libormarketmodels::ILmExtLinearExponentialVolModel^>::typeid)]
	[FactoryFor(Cephei::QL::Legacy::Libormarketmodels::ILmExtLinearExponentialVolModel::typeid)]
	[FactoryFor(Cephei::QL::Legacy::Libormarketmodels::ILmExtLinearExponentialVolModel_Factory::typeid)]
	public ref class CLmExtLinearExponentialVolModel_Factory sealed : public ILmExtLinearExponentialVolModel_Factory
	{
	public:
        virtual ILmExtLinearExponentialVolModel^ Create (Cephei::Core::IVector<Double>^ fixingTimes, Double a, Double b, Double c, Double d);
    };
   
/*Cephei*/ } /*QL*/ } /*Legacy*/ } /*Libormarketmodels */}
